Pages that link to "Item:Q5459758"
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The following pages link to Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758):
Displaying 18 items.
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model (Q1946954) (← links)
- Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model (Q2343569) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- Shortfall risk minimization in a discrete regime switching model (Q2644370) (← links)
- A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
